Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- AMTRAK SUB-COHORT 69X4420 6920AMTRA 09/30/2027 02002 4.899999600 2,424,426.6200 79,197.93 05/31/2011 ------------------------ ---------------------- 2,424,426.6200 79,197.93 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,721,009.0300 57,022.78 05/31/2011 ------------------------ ---------------------- 1,721,009.0300 57,022.78 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 64,381,755.3000 2,085,968.87 05/31/2011 ------------------------ ---------------------- 64,381,755.3000 2,085,968.87 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,991,646.0200 82,569.43 05/31/2011 ------------------------ ---------------------- 2,991,646.0200 82,569.43 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 64,136,537.1400 2,107,953.50 05/31/2011 ------------------------ ---------------------- 64,136,537.1400 2,107,953.50 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,968,902.0300 289,762.73 05/31/2011 ------------------------ ---------------------- 9,968,902.0300 289,762.73 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 3,229.3000 113.46 05/31/2011 ------------------------ ---------------------- 3,229.3000 113.46 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,848,829.9200 49,795.14 05/31/2011 ------------------------ ---------------------- 1,848,829.9200 49,795.14 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 258,580.9900 7,981.53 05/31/2011 ------------------------ ---------------------- 258,580.9900 7,981.53 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 4,037,213.7800 122,731.33 05/31/2011 ------------------------ ---------------------- 4,037,213.7800 122,731.33 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,209,661.7600 42,338.15 05/31/2011 ------------------------ ---------------------- 1,209,661.7600 42,338.15 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 31,163,194.3400 924,508.02 05/31/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 8,167,786.9400 264,636.30 05/31/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 25,436,613.5700 576,562.97 05/31/2011 ------------------------ ---------------------- 64,767,594.8500 1,765,707.29 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 32,431,461.5300 968,619.31 05/31/2011 ------------------------ ---------------------- 32,431,461.5300 968,619.31 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 5,069,906.1000 168,996.88 05/31/2011 ------------------------ ---------------------- 5,069,906.1000 168,996.88 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,289,897.6500 205,469.97 05/31/2011 ------------------------ ---------------------- 6,289,897.6500 205,469.97 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 43,568,599.3900 1,280,916.82 05/31/2011 ------------------------ ---------------------- 43,568,599.3900 1,280,916.82 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 23,186,691.7300 724,970.69 05/31/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 2,958.00 05/31/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 11,116,644.4300 365,366.93 05/31/2011 ------------------------ ---------------------- 34,393,336.1600 1,093,295.62 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 441,877.8300 14,817.63 05/31/2011 ------------------------ ---------------------- 441,877.8300 14,817.63 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 2,998,523.8600 82,959.18 05/31/2011 ------------------------ ---------------------- 2,998,523.8600 82,959.18 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,770,906.0400 89,592.61 05/31/2011 ------------------------ ---------------------- 2,770,906.0400 89,592.61 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,279,885.3700 848,177.59 05/31/2011 ------------------------ ---------------------- 24,279,885.3700 848,177.59 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 8,434,612.5100 278,904.57 05/31/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,938,979.9200 824,649.07 05/31/2011 ------------------------ ---------------------- 33,373,592.4300 1,103,553.64 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 15,068,362.1600 281,276.17 05/31/2011 ------------------------ ---------------------- 15,068,362.1600 281,276.17 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 16,723,076.7800 336,691.32 05/31/2011 ------------------------ ---------------------- 16,723,076.7800 336,691.32 ======================== ====================== 435,158,812.0400 13,165,508.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00